Smoothness of Itô maps and diffusion processes on path spaces (I)
Smoothness of Itô maps and diffusion processes on path spaces (I)
Let p∈[1,2) and α, ε>0 be such that α∈(p−1,1−ε). Let V, W be two Euclidean spaces. Let Ωp(V) be the space of continuous paths taking values in V and with finite p-variation. Let k∈N and f:W→Hom(V,W) be a Lip(k+α+ε) map in the sense of E.M. Stein [Stein E.M., Singular integrals …